1. Download the following .Zip File
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2. Unzip it to your desktop
3. Copy the files net_rim_bb_appworld.cod, net_rim_bb_appworld_resource_en.cod and JavaLoader.exe to the following folder depending on your Windows OS:
3.1 In Windows Vista "C:\Users\(Your User)
3.2 In Windows XP "C:\DocumentsandSettings\(Your User)
4. Start CMD (Windows Key + R and then type CMD)
5. Plug-in your BlackBerry
6. Type: javaloader -u load net_rim_bb_appworld_resource_en.cod
once done type next one:
7- Type: javaloader -u load net_rim_bb_appworld.cod
Afterwards your device will reboot and you will have it installed on your device

Tested on Javelin and Bold so far... Not sure if it will work on other devices!
STORM Users:
1. Download the following .Zip file:
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2. Unzip it to your desktop
3. Run the Blackberry Desktop Manager
4. Select Application Loader
5. Select Add / Remove Applications
6. Select Browse and look at your desktop for the file "appworld.alx" and select it.
7. Click Next and then Finish.
8. ENJOY!!
This is my first post... Please remember to say thanks!